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From | sara.martinezdemorentin@unavarra.es |
To | statalist@hsphsun2.harvard.edu |
Subject | st: sample selection bias: rho and wald test |
Date | Mon, 7 Jun 2010 17:16:49 +0200 (CEST) |
Hi everyone, I have a doubt related to the heckprob command. I want to estimate the determinants of the person that carries out performance appraisal using firm data. Since I only have observations of the dependent variable for those firms that have actually implemented a performance appraisal system, I want to control for potential sample selection bias. The dependent variable is dichotomous, so I use the heckprob module of Stata. I run the regression and get puzzling results. The estimated coefficient for rho is not statistically significant from 0, which I think suggests that there is not a selection bias. However, the wald test reports that I should reject the null hypothesis that the equations are independent. The obtained rho lies outside the -1, +1 range. Could this be the cause of the opposing results concerning the existence of sample selection? Thanks in advance, Sara * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/